Fast Monte Carlo simulation for pricing equity-linked securities
Year of publication: |
2020
|
---|---|
Authors: | Jang, Hanbyeol ; Kim, Sangkwon ; Han, Junhee ; Lee, Seongjin ; Ban, Jungyup ; Han, Hyunsoon ; Lee, Chaeyoung ; Jeong, Darae ; Kim, Junseok |
Subject: | Monte Carlo simulation | Equity-linked securities | Option pricing | Brownian bridge | Monte-Carlo-Simulation | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Simulation |
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